+43.5%
KDP vs BWA
+17.4%
+26.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +6.0% |
| 7D | +5.3% | -9.9% | +15.2% | +5.8% |
| 30D | +19.1% | -16.4% | +35.5% | +20.0% |
| 3M | +19.2% | -19.8% | +39.0% | +19.9% |
| 6M | +29.3% | -10.0% | +39.2% | +26.6% |
| YTD | +35.5% | +12.7% | +22.8% | +30.1% |
| 1Y | +43.5% | +15.7% | +27.8% | +37.3% |
| All | +43.5% | +17.4% | +26.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling